+16.0%
TTMI vs DRI
+36.0%
-20.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.8% | +9.0% |
| 7D | +7.2% | -0.7% | +8.0% | +7.0% |
| 30D | -28.7% | +14.7% | -43.4% | -27.4% |
| 3M | -39.8% | +5.4% | -45.2% | -38.8% |
| 6M | -51.7% | +18.8% | -70.5% | -51.3% |
| YTD | +14.1% | +28.4% | -14.3% | +10.2% |
| 1Y | +16.0% | +37.7% | -21.7% | +7.0% |
| All | +16.0% | +36.0% | -20.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling